+1.3%
FSLR vs PNR
-43.1%
+44.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -13.7% | -12.8% | -0.9% | -11.1% |
| 3M | -35.1% | -17.0% | -18.1% | -33.0% |
| 6M | +3.6% | -37.4% | +41.1% | +15.5% |
| YTD | -21.7% | -41.6% | +19.9% | -11.7% |
| 1Y | +1.3% | -44.6% | +45.9% | +15.4% |
| All | +1.3% | -43.1% | +44.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling